I am in the exact same situation as you, majoring in finance and wanted to do math (applied anyway). Thankfully I figured this out just before my third year of university, and I still wonder if I'll be okay, as I am now in my fourth year and am applying for Fall 2011. I actually applied to NYU and their requirements seem quite less than most other places. Their website says: "All applicants must have earned (or be about to complete) a B.A. or B.S. or the equivalent. They must have taken three semesters of college-level calculus, including one semester of advanced calculus or linear algebra or the equivalent. Students who do not have the advanced calculus course may be required to take the course G63.1002 Multivariable Calculus. As previously emphasized, these are the very minimum requirements; additional undergraduate coursework in mathematics is desirable. Courses in analysis, linear algebra, complex variables, partial and ordinary differential equations, and probability theory are especially helpful. Students who do not have some necessary mathematical preparation may be able to compensate by taking courses at Courant on a non-degree basis."
Since it is fair to assume you do not have the preparation for any MS program in math, that may be your best option if NYU is what you are looking at.